Narrow search
Showing 1 - 10 of 69
Cover Image
Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?
Lettau, Martin (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001590071
Cover Image
Trading risk and volatility in interest rate swap spreads
Kambhu, John (contributor) - 2004 - [Elektronische Ressource]
This paper examines how risk in trading activity can affect the volatility of asset prices. We look for this … swap spread tends to converge to a long-run level, although trading risk can sometimes cause the spread to diverge from … that level. -- convergence trading ; interest rate swaps ; swap spread ; repurchase contracts ; trading risk ; volatility …
Persistent link: https://www.econbiz.de/10001936329
Cover Image
Modeling uncertainty : predictive accuracy as a proxy for predictive confidence
Rich, Robert W. (contributor); Tracy, Joseph S. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001751995
Cover Image
Evaluating the riskiness of initial public offerings: 1980 - 2000
Peristiani, Stavros C. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752009
Cover Image
Do informal referrals lead to better matches? Evidence from a firm's employee referral system
Brown, Meta; Setren, Elizabeth; Topa, Giorgio - Federal Reserve Bank of New York - 2012
The limited nature of data on employment referrals in large business and household surveys has so far impeded our efforts to understand the relationships among employment referrals, match quality, wage trajectories, and turnover. Using a new firm-level data set that includes explicit information...
Persistent link: https://www.econbiz.de/10010570545
Cover Image
Markov switching in disaggregate unemployment rates
Chauvet, Marcelle (contributor); Juhn, Chinhui (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001590063
Cover Image
Recent changes in the US business cycle
Chauvet, Marcelle (contributor);  … - 2001 - [Elektronische Ressource]
The U.S. business cycle expansion that started in March 1991 is the longest on record. This paper uses statistical techniques to examine whether this expansion is a onetime unique event or whether its length is a result of a change in the stability of the U.S. economy. Bayesian methods are used...
Persistent link: https://www.econbiz.de/10001591424
Cover Image
Tariffs and the Great Depression revisited
Crucini, Mario J. (contributor); Kahn, James A. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001933509
Cover Image
Economic policy review
Federal Reserve Bank of New York - New York, NY - 1.1995 - 18.2012,3
Persistent link: https://www.econbiz.de/10000540679